On Calculating Errors of Statistical Characteristics of Stationary Random Processes

The error calculation of the statistical characteristics of an ergotical stationary random process caused by the finite time of the observation of its realization is considered. The application of a piece – linear approximation of the process correlation function and its representation in the form of the sum of the regular triangular correlation functions allow to exclude the necessity of determining the analytical expression for the above – mentioned characteristic which in a number of cases may prove important while the experimental data are processed.